Solving stochastic differential equations on \(\text{Homeo}(S^1\)) (Q1888791)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving stochastic differential equations on \(\text{Homeo}(S^1\)) |
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Solving stochastic differential equations on \(\text{Homeo}(S^1\)) (English)
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29 November 2004
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The author studies a stochastic differential equation by using an infinite dimensional Brownian motion and introducing a suitable drift on the space of the homeomorphism on the circle.
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Canonical Brownian motion
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Girsanov transform
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Flow of homeomorphisms
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Martingale problem
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